Steven Madden Ltd (SHOO) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to SHOO's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.44%.   Win rate: 87.04%.   Sharpe Ratio: -6.101.   Maximum drawdown: -50.69% on 18 March 2020.
Mean CAGR: 134.92%. Time in market: 7209 days.   Hypothetical return: $1000 would be worth $5932.22 on 31 July 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Steven Madden

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 54 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (87.04% * 9.03%) + (9.26% * 1.14%) - (3.70% * 14.26%) = 7.44%.
Wins: 47 Breakevens: 5 Losses: 2

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Steven Madden Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
29 June 2026   smart_toyLOW (45)    shopping_cartLOW   Mega Dump Lite $ 42.74 schedule schedule schedule schedule schedule
16 April 2026  bubble_chart   smart_toyLOW (42)    shopping_cartLOW   Mega Dump Lite $ 38.18 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 March 2026  bubble_chart   smart_toyLOW (68)    shopping_cartLOW   Mega Dump Lite $ 32.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
10 February 2026  bubble_chart   smart_toyLOW (68)    shopping_cartLOW   Mega Dump Lite $ 36.74 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 November 2025   smart_toyMEDIUM (83)    shopping_cartLOW   Mega Dump Lite $ 36.34 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
26 August 2025   smart_toyLOW (55)    shopping_cartLOW   Mega Dump Lite $ 28.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
25 July 2025   smart_toyLOW (63)    shopping_cartLOW   Mega Dump Lite $ 26.76 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 June 2025   smart_toyLOW (59)    shopping_cartLOW   Mega Dump Lite $ 23.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
19 May 2025   smart_toyLOW (74)    shopping_cartLOW   Mega Dump Lite $ 25.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 April 2025   smart_toyHIGH (93)    shopping_cartHIGH   sirenFIRE SALE Mega Dump Lite $ 20.54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
14 March 2025   smart_toyMEDIUM (83)    shopping_cartLOW   sirenFIRE SALE Mega Dump Lite $ 25.66 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
10 February 2025   smart_toyLOW (63)    shopping_cartLOW   Mega Dump Lite $ 37.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
06 January 2025   smart_toyLOW (62)    shopping_cartLOW   Mega Dump Lite $ 42.02 select_check_box select_check_box select_check_box select_check_box select_check_box
03 December 2024   smart_toyLOW (58)    shopping_cartLOW   Mega Dump Lite $ 46.24 select_check_box select_check_box select_check_box select_check_box select_check_box
01 November 2024   smart_toyLOW (58)    shopping_cartLOW   Mega Dump Lite $ 45.06 select_check_box select_check_box select_check_box select_check_box select_check_box
07 August 2024   smart_toyMEDIUM (81)     Mega Dump Lite $ 42.81 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
21 May 2024   smart_toyLOW (65)     Mega Dump Lite $ 41.87 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 April 2024   smart_toyLOW (52)     Mega Dump Lite $ 39.04 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 January 2024   smart_toyLOW (64)     Mega Dump Lite $ 41.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
20 October 2023   smart_toyLOW (42)     Mega Dump Lite $ 33.37 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
18 September 2023   smart_toyLOW (40)     Mega Dump Lite $ 31.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
14 July 2023   smart_toyLOW (35)     Mega Dump Lite $ 32.73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
12 June 2023   smart_toyLOW (43)     Mega Dump Lite $ 33.26 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 May 2023   smart_toyLOW (77)     Mega Dump Lite $ 32.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 February 2023   smart_toyLOW (63)     Mega Dump Lite $ 35.84 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
24 January 2023   smart_toyLOW (73)     Mega Dump Lite $ 34.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
21 December 2022   smart_toyHIGH (90)     sirenFIRE SALE Mega Dump Lite $ 32.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
31 October 2022  bubble_chart   smart_toyMEDIUM (82)     Mega Dump Lite $ 29.81 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
27 September 2022  bubble_chart   smart_toyHIGH (94)     Mega Dump Lite $ 26.84 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
26 August 2022  bubble_chart   smart_toyLOW (79)     Mega Dump Lite $ 31.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 July 2022  bubble_chart   smart_toyMEDIUM (83)     Mega Dump Lite $ 35.03 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2022  bubble_chart   smart_toyMEDIUM (86)     Mega Dump Lite $ 33.50 select_check_box select_check_box select_check_box select_check_box select_check_box
17 May 2022  bubble_chart   smart_toyMEDIUM (83)     Mega Dump Lite $ 38.52 select_check_box select_check_box select_check_box select_check_box select_check_box
14 April 2022  bubble_chart   smart_toyLOW (48)     Mega Dump Lite $ 40.98 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
14 March 2022  bubble_chart   smart_toyLOW (63)     Mega Dump Lite $ 38.06 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
08 February 2022  bubble_chart   smart_toyLOW (62)     Mega Dump Lite $ 41.72 select_check_box select_check_box select_check_box select_check_box select_check_box
07 January 2022  bubble_chart   smart_toyLOW (55)     Mega Dump Lite $ 44.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 December 2021  bubble_chart   smart_toyLOW (53)     Mega Dump Lite $ 48.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 September 2021  bubble_chart   smart_toyLOW (67)     Mega Dump Lite $ 39.13 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 August 2021  bubble_chart   smart_toyLOW (67)     Mega Dump Lite $ 42.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
12 July 2021  bubble_chart   smart_toyLOW (57)     Mega Dump Lite $ 42.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 April 2021  bubble_chart   smart_toyLOW (47)     Mega Dump Lite $ 38.51 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
05 March 2021  bubble_chart   smart_toyLOW (54)     Mega Dump Lite $ 35.15 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
01 February 2021  bubble_chart   smart_toyLOW (54)     Mega Dump Lite $ 33.63 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
26 October 2020   smart_toyLOW (73)     Mega Dump Lite $ 22.77 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
22 September 2020   smart_toyLOW (71)     sirenFIRE SALE Mega Dump Lite $ 19.78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
21 August 2020   smart_toyLOW (74)     Mega Dump Lite $ 20.17 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 July 2020   smart_toyLOW (62)     Mega Dump Lite $ 21.98 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
16 June 2020   smart_toyLOW (72)     sirenFIRE SALE Mega Dump Lite $ 24.56 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 May 2020   smart_toyLOW (67)     sirenFIRE SALE Mega Dump Lite $ 19.94 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
13 April 2020   smart_toyMEDIUM (80)     sirenFIRE SALE Mega Dump Lite $ 25.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
10 March 2020   smart_toyMEDIUM (87)     sirenFIRE SALE Mega Dump Lite $ 31.10 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2020   smart_toyLOW (60)     Mega Dump Lite $ 38.85 select_check_box select_check_box select_check_box select_check_box select_check_box
10 September 2019   smart_toyLOW (65)     Mega Dump Lite $ 35.52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
08 August 2019   smart_toyMEDIUM (80)     Mega Dump Lite $ 30.33 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
18 June 2019   smart_toyLOW (70)     Mega Dump Lite $ 31.82 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 May 2019   smart_toyLOW (59)     Mega Dump Lite $ 31.03 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 January 2019   smart_toyLOW (77)     Mega Dump Lite $ 31.22 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
21 December 2018   smart_toyHIGH (95)     sirenFIRE SALE Mega Dump Lite $ 28.13 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
19 November 2018   smart_toyLOW (66)     sirenFIRE SALE Mega Dump Lite $ 30.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
16 October 2018   smart_toyLOW (50)     Mega Dump Lite $ 29.50 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
20 March 2018   smart_toyLOW (37)     Mega Dump Lite $ 29.61 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 February 2018   smart_toyLOW (39)     Mega Dump Lite $ 27.70 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
12 December 2017   smart_toyLOW (58)     Mega Dump Lite $ 27.80 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
10 November 2017   smart_toyLOW (58)     Mega Dump Lite $ 24.96 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
31 January 2017   smart_toyLOW (67)     Mega Dump Lite $ 22.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 December 2016   smart_toyLOW (69)     Mega Dump Lite $ 23.35 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
28 October 2016   smart_toyLOW (78)     Mega Dump Lite $ 21.37 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
05 August 2016   smart_toyLOW (74)     Mega Dump Lite $ 22.06 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 May 2016   smart_toyMEDIUM (80)     Mega Dump Lite $ 20.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Steven Madden Ltd (exchange: XNAS symbol: SHOO) was last updated 01 Jul 2026 09:10. Data for this stock is available from 01 Apr 2016 - 30 Jun 2026.